The way wanted stars work here is neat. If you do something wrong and cops see you, you get a star. This makes a "blinking radius" on your mini-map. You have to get out of that radius. As long as someone can see you, that radius moves with the person watching. So if a cop is following you, you have to lose the cop to start getting out of the radius.

Once you are out of the radius, the stars start to blink and then go away.

You can lose stars by getting your car repainted in a Pay-and-Spray which takes 3 hours. However the cops can't SEE you go into the Pay-and-Spray for this to work!